One annoying feature of tape is that the end of the roll is generally difficult to grasp when you want to use it, and hence the invention of the tape dispenser. You won't have a dispenser for every roll, however, and in those situations how-to illustrator Yumi Sakugawa suggests that you use a toothpick.

Rather than allowing the end of the tape roll to stick to itself, put a toothpick under the end. This way it'll be easy to pull back up next time you need to use it. This is especially useful with clear packing tape and other large rolls. If you don't have a toothpick you can always just fold the edge of the tape under itself to create a makeshift handle, but then you loose the stick edge of the end of the tape. If you can locate a toothpick, it's a much better option.